+214.9%
BNS vs USFR
+27.6%
+187.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.1% | -1.1% |
| 7D | +1.8% | +0.1% | +1.7% | +1.8% |
| 30D | +4.5% | +0.3% | +4.2% | +4.4% |
| 3M | +15.8% | +1.0% | +14.8% | +15.3% |
| 6M | +31.5% | +1.9% | +29.6% | +30.5% |
| YTD | +28.6% | +2.7% | +26.0% | +27.2% |
| 1Y | +48.2% | +4.0% | +44.2% | +45.8% |
| 3Y | +130.8% | +14.0% | +116.8% | +118.6% |
| 5Y | +94.9% | +20.4% | +74.5% | +80.5% |
| 10Y | +179.6% | +28.1% | +151.5% | +153.0% |
| All | +214.9% | +27.6% | +187.3% | +182.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded USFR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling